| Dynamics of a pipe conveying fluid flexibly restrained at the ends M Kheiri, MP Païdoussis, GC Del Pozo, M Amabili Journal of Fluids and Structures 49, 360-385, 2014 | 118 | 2014 |
| Risk parity portfolio optimization under a Markov regime-switching framework G Costa, RH Kwon Quantitative Finance 19 (3), 453-471, 2019 | 41 | 2019 |
| A constrained cluster-based approach for tracking the S&P 500 index D Wu, RH Kwon, G Costa International Journal of Production Economics 193, 222-243, 2017 | 24 | 2017 |
| Generalized risk parity portfolio optimization: an ADMM approach G Costa, RH Kwon Journal of Global Optimization, 2020 | 20 | 2020 |
| A robust framework for risk parity portfolios G Costa, R Kwon Journal of Asset Management 21 (5), 447-466, 2020 | 11 | 2020 |
| A regime-switching factor model for mean–variance optimization G Costa, RH Kwon Journal of Risk 22 (4), 31-59, 2020 | 9 | 2020 |
| Data-driven distributionally robust risk parity portfolio optimization G Costa, RH Kwon Optimization Methods and Software 37 (5), 1876-1911, 2022 | 6 | 2022 |
| Distributionally robust end-to-end portfolio construction G Costa, GN Iyengar Quantitative Finance, 1-18, 2023 | 4 | 2023 |
| Dynamics of a Pipe Conveying Fluid Flexibly Supported at the Ends M Kheiri, MP Païdoussis, G Costa del Pozo Pressure Vessels and Piping Conference 46018, V004T04A033, 2014 | 2 | 2014 |
| Risk-allocation-based index tracking HT Anis, G Costa, RH Kwon Computers & Operations Research 154, 106219, 2023 | 1 | 2023 |
| Advances in Risk Parity Portfolio Optimization G Costa Del Pozo | | 2021 |
Roy H. KwonProfessor of Operations Research, University of TorontoVerified email at mie.utoronto.ca
